The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model
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- Allen N. Berger & Richard J. Herring & Giorgio P. Szego, 1995.
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- Diana Hancock & Myron Kwast, 2001. "Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 20(2), pages 147-187, October.
- Flannery, Mark J., 1991. "Pricing deposit insurance when the insurer measures bank risk with error," Journal of Banking & Finance, Elsevier, vol. 15(4-5), pages 975-998, September.
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